SSRN EFMA 2002 London Meetings (Archive)

1.

Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories

EFMA 2002 London Meetings

Number of pages: 16 Posted: 14 May 2004 Last Revised: 18 Nov 2015

Accepted Paper Series

Pablo Fernandez

University of Navarra - IESE Business School

Downloads 34,942

2.

The Determinants of Capital Structure Choice: A Survey of European Firms

AFA 2003 Washington, DC Meetings; EFMA 2002 London Meetings

Number of pages: 34 Posted: 02 Feb 2002

Working Paper Series

Franck Bancel and Usha R. Mittoo

European School of Management (ESCP) - (EAP) and University of Manitoba - Department of Accounting and Finance

Downloads 8,278

3.

Capital Structure and Stock Returns

Yale ICF Working Paper No. 02-03; EFMA 2002 London Meetings

Number of pages: 35 Posted: 25 Jan 2002

Working Paper Series

Ivo Welch

University of California, Los Angeles (UCLA)

There are 2 versions of this paper

Downloads 6,656

4.

Pricing Default Swaps: Empirical Evidence

Journal of International Money and Finance, Vol. 24, pp. 1200-1225, 2005, EFA 2002 Berlin Meetings Presented Paper, EFMA 2002 London Meetings, ERIM Report Series

Number of pages: 49 Posted: 24 Dec 2001

Accepted Paper Series

Patrick Houweling and Ton Vorst

Robeco Investment Research and VU University Amsterdam - Department of Finance and Financial Sector Management

Downloads 4,772

5.

Contracts and Exits in Venture Capital Finance

AFA 2003 Washington, DC Meetings, The Review of Financial Studies, Vol. 21, Issue 5, pp. 1947-1982, 2008

Number of pages: 39 Posted: 22 Mar 2002 Last Revised: 13 Oct 2008

Accepted Paper Series

Douglas J. Cumming

York University - Schulich School of Business

There are 2 versions of this paper

Downloads 3,121

6.

Dividend Policy, Corporate Governance and the Managerial Entrenchment Hypothesis: An Empirical Analysis

EFMA 2002 London Meetings

Number of pages: 43 Posted: 13 Jun 2002

Working Paper Series

Jorge Farinha

University of Porto - Faculdade de Economia do Porto

Downloads 3,004

7.

The Valuation of IPOs by Investment Banks and the Stock Market: Empirical Evidence

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper

Number of pages: 29 Posted: 28 Jan 2002

Working Paper Series

Wouter De Maeseneire, Marc Deloof and Koen Inghelbrecht

Vlerick Business School, University of Antwerp and Ghent University - Department of Financial Economics

Downloads 2,782

8.

Pricing Convertible Bonds with Interest Rate, Equity, Credit, and FX Risk

EFMA 2002 London Meetings; ISMA Centre Finance Discussion Paper No. 2001 Series, No. 2001-14

Number of pages: 58 Posted: 19 Dec 2001

Working Paper Series

Ali Bora Yigitbasioglu

University of Reading - ICMA Centre

Downloads 2,747

9.

Staging of Venture Capital Investment: A Real Options Analysis

EFMA 2002 London Meetings

Number of pages: 36 Posted: 06 Jun 2002

Working Paper Series

Yaowen Hsu

National Taiwan University - Department of International Business

Downloads 2,524

10.

An Examination of Economic Value Added and Executive Compensation

EFMA 2002 London Meetings

Number of pages: 18 Posted: 13 Jun 2002

Working Paper Series

John P. Evans and Robert T. Evans

Curtin University - Centre for Research in Applied Economics and Curtin University - Graduate School of Business

Downloads 2,510

11.

The Influence of Capital Structure on Company Value with Different Growth Opportunities

EFMA 2002 London Meetings

Number of pages: 14 Posted: 10 Jun 2002

Working Paper Series

Kaifeng Kevin Chen

Universite de Lausanne

Downloads 2,491

12.

Are the Gains from International Portfolio Diversification Exaggerated? The Influence of Downside Risk in Bear Markets

EFMA 2002 London Meetings

Number of pages: 26 Posted: 12 May 2000

Working Paper Series

Kirt C. Butler and Domingo C. Joaquin

Michigan State University and Illinois State University - Department of Finance, Insurance and Law

Downloads 2,405

13.

Corporate Cash Holdings: An Empirical Investigation of UK Companies

EFA 2002 Berlin Meetings Presented Paper; Liverpool University Economics and Accounting Working Paper No. 2002-1

Number of pages: 41 Posted: 13 Mar 2002

Working Paper Series

Aydin Ozkan and Neslihan Ozkan

Hull University Business School (HUBS) and University of Bristol - School of Economics, Finance and Management, UK

Downloads 1,984

14.

Stock Options and Managerial Incentives to Invest

EFMA 2002 London Meetings

Number of pages: 42 Posted: 07 Aug 2001

Working Paper Series

Tom Nohel and Steven K. Todd

Loyola University of Chicago and Loyola University of Chicago

Downloads 1,921

15.

A Robust Estimation of the Relation between Stock Returns, Size, Dividend Yield and Payout Ratio

EFMA 2002 London Meetings

Number of pages: 24 Posted: 20 Jun 2002

Working Paper Series

Ian D. McManus, Owain Ap Gwilym and Stephen Thomas

University of Southampton - School of Management, Bangor Business School and University of Southampton - School of Management

Downloads 1,850

16.

The Determinants of Corporate Ownership Structure: Australian Evidence

U of Melbourne Public Law Research Paper No. 20; EFMA 2002 London Meetings; Tuck-JQFA Contemporary Corporate Governance Issues II Conference

Number of pages: 43 Posted: 08 Sep 2001

Working Paper Series

Asjeet S. Lamba and Geofrey P. Stapledon

University of Melbourne and University of Melbourne - Law School

Downloads 1,843

17.

Modeling Electricity Prices: International Evidence

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Presented Paper

Number of pages: 32 Posted: 06 Feb 2002

Working Paper Series

Álvaro Escribano, Juan Ignacio Peña and Pablo Villaplana

Universidad Carlos III de Madrid - Department of Economics, Universidad Carlos III de Madrid - Department of Business Administration and Comisión Nacional de Energía

Downloads 1,710

18.

Option Pricing with Stochastic Volatility: A Closed-form Solution Using the Fourier Transform

EFMA 2002 London Meetings

Number of pages: 52 Posted: 29 Jul 2002

Working Paper Series

Bogdan Negrea

National Center for Scientific Research (CNRS)

Downloads 1,682

19.

Simple Construction of the Efficient Frontier

EFMA 2002 London Meetings

Number of pages: 9 Posted: 24 Nov 2001

Working Paper Series

David Feldman and Haim Reisman

Banking and Finance, UNSW Business School, UNSW Australia and Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management

There are 2 versions of this paper

Downloads 1,673

20.

Firm Performance, Capital Structure and the Tax Benefits of Employee Stock Options

EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings

Number of pages: 39 Posted: 22 Feb 2002

Working Paper Series

Kathleen M. Kahle and Kuldeep Shastri

University of Arizona - Department of Finance and University of Pittsburgh - Finance Group

There are 2 versions of this paper

Downloads 1,594

21.

Profitability of Contrarian vs Momentum Strategies: Evidence from the Istanbul Stock Exchange

EFMA 2002 London Meetings

Number of pages: 53 Posted: 08 Jun 2002

Working Paper Series

Recep Bildik and Guzhan Gulay

Borsa Istanbul (Istanbul Stock Exchange) and Istanbul Stock Exchange

Downloads 1,589

22.

The Role of Self-Regulation in Corporate Governance: Evidence and Implications from The Netherlands

Simon School of Business Working Paper No. FR 00-20; ERIM Report Series Reference No. ERS-2001-87-F&A

Number of pages: 49 Posted: 14 Feb 2001

Working Paper Series

Abe de Jong, Douglas V. DeJong, Gerard Mertens and Charles E. Wasley

Rotterdam School of Management, Erasmus University, University of Iowa - Tippie College of Business, Erasmus University Rotterdam (EUR) - Department of Financial Management and University of Rochester - Simon Business School

Downloads 1,572

23.

Market Timing of International Stock Markets using the Yield Spread

EFMA 2002 London Meetings

Number of pages: 36 Posted: 20 Jun 2002

Working Paper Series

Bruce G. Resnick, Gary L. Shoesmith and Wendy Liu

Wake Forest University - Schools of Business, Wake Forest University - School of Business and Texas A&M University

There are 2 versions of this paper

Downloads 1,245

24.

The Influence of Non-Executive Director Control and Rewards on CEO Remuneration: Australian Evidence

EFMA 2002 London Meetings

Number of pages: 23 Posted: 12 Mar 2001

Working Paper Series

Robert T. Evans and John P. Evans

Curtin University - Graduate School of Business and Curtin University - Centre for Research in Applied Economics

Downloads 1,221

25.

IPO Decisions and the Costs of Going Public

EFMA 2002 London Meetings

Number of pages: 24 Posted: 16 Mar 2002

Working Paper Series

Kojo Menyah and Krishna Paudyal

London Metropolitan University - Department of Accounting, Banking and Financial Systems (ABFS) and affiliation not provided to SSRN

Downloads 1,157

26.

Board Structure and Agency Costs

EFMA 2002 London Meetings, Cass Business School Research Paper

Number of pages: 47 Posted: 20 Jun 2002

Working Paper Series

Meziane Lasfer

City University London - Sir John Cass Business School

Downloads 1,076

27.

Mean-Semivariance Behavior (II): The D-CAPM

EFMA 2002 London Meetings; IESE Working Paper No. D/493

Number of pages: 20 Posted: 12 Apr 2002

Working Paper Series

Javier Estrada

IESE Business School

Downloads 1,044

28.

Ownership Structure and Open Market Stock Repurchases in France

EFMA 2002 London Meetings

Number of pages: 25 Posted: 22 Mar 2002

Working Paper Series

Edith Ginglinger and Jean-Francois L'Her

Université Paris Dauphine and Canada Pension Plan Investment Board

There are 2 versions of this paper

Downloads 1,043

29.

The Relationship Between Commodity Prices and the Australian Dollar

EFMA 2002 London Meetings

Number of pages: 20 Posted: 20 Jun 2002

Working Paper Series

John L. Simpson

Curtin University - Centre for Research in Applied Economics

Downloads 1,015

30.

What the 'Indexes' Don't Tell You about Hedge Funds

EFMA 2002 London Meetings

Number of pages: 24 Posted: 20 Jun 2002

Working Paper Series

Leola B. Ross and George Oberhofer

Russell Investments - Capital Markets Research and Frank Russell Company-Consulting

Downloads 991

31.

The Fama-MacBeth Methodology versus the Non-Linear Unrelated Regression and Different Portfolio Formation Criteria

EFMA 2002 London Meetings, Cass Business School Research Paper

Number of pages: 41 Posted: 19 Jun 2002

Working Paper Series

Panayiota Koulafetis and Mario Levis

Duke Energy International and City University London - Cass Business School

Downloads 990

32.

Who Are the Best? Local Versus Foreign Analysts on Latin American Stock Markets

EFMA 2002 London Meetings

Number of pages: 31 Posted: 14 Dec 2001

Working Paper Series

Jean-Francois Bacmann and Guido Bolliger

RMF Investment Management and University of Neuchatel - Institute of Financial Analysis

Downloads 989

33.

Modeling the Conditional Covariance Between Stock and Bond Returns: A Multivariate Garch Approach

ERIM Report Series No. ERS-2002-11-F&A, EFA 2002 Berlin Meetings Discussion Paper, EFMA 2002 London Meetings

Number of pages: 45 Posted: 16 Mar 2002

Working Paper Series

Wessel Marquering and Peter de Goeij

Erasmus University Rotterdam (EUR) - Department of Financial Management and CentER, Tilburg Law and Economics Center (TILEC), Tilburg University

There are 2 versions of this paper

Downloads 971

34.

The Level and Persistence of Growth Rates

EFMA 2002 London Meetings

Number of pages: 52 Posted: 14 Jun 2002

Working Paper Series

Louis K.C. Chan, Jason J. Karceski and Josef Lakonishok

University of Illinois at Urbana-Champaign - Department of Finance, LSV Asset Management and University of Illinois at Urbana-Champaign

There are 3 versions of this paper

Downloads 944

35.

A Behavioural Approach to Efficient Portfolio Formation

EFMA 2002 London Meetings, Cass Business School Research Paper

Number of pages: 21 Posted: 08 Jun 2002

Working Paper Series

Yaz Gulnur Muradoglu, Aslihan Altay Salih and Muhammet Mercan

Queen Mary University of London, Bilkent University - Faculty of Business Administration and Yapi Kredi Yatirim - Research Department

Downloads 915

36.

Measuring Private Information Trading in Emerging Markets

NYU Department of Finance Working Paper; EFA 2002 Berlin Meetings Presented Paper

Number of pages: 47 Posted: 23 Feb 2002

Working Paper Series

Olesya V. Grishchenko, Lubomir P. Litov and Jianping Mei

Board of Governors of the Federal Reserve System, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance

There are 2 versions of this paper

Downloads 913

37.

Volatility in Emerging Stock Markets Revisited

EFMA 2002 London Meetings

Number of pages: 36 Posted: 02 Jun 2002

Working Paper Series

Michel Dubois and Jean-Francois Bacmann

University of Neuchatel - Institute of Financial Analysis and RMF Investment Management

Downloads 895

38.

A Mean-Reverting Stochastic Volatility Option-Pricing Model With An Analytic Solution

EFMA 2002 London Meetings

Number of pages: 45 Posted: 27 May 2002

Working Paper Series

Henrik Andersson

University of Karlstad, Department of Business and Economics

Downloads 894

39.

Pricing and Hedging Interest Rate Options: Evidence from Cap-Floor Markets

EFMA 2002 London Meetings

Number of pages: 46 Posted: 20 Jun 2002

Working Paper Series

Anurag Gupta and Marti G. Subrahmanyam

Case Western Reserve University - Department of Banking & Finance and New York University - Stern School of Business

Downloads 893

40.

Financial Decisions and Growth Opportunities: A Spanish Firms Panel Data Analysis

Applied Financial Economics, No. 15, pp. 391-407, 2005, EFMA 2002 London Meetings

Number of pages: 17 Posted: 23 Nov 2000

Accepted Paper Series

Pablo de Andrés Alonso, Félix J. López-Iturriaga and Juan Antonio Rodríguez-Sanz

Universidad Autonoma de Madrid, University of Valladolid - Department of Financial Economics and Accounting and University of Valladolid - Department of Economics and Business Administration

Downloads 888

41.

Legal Environment, Capital Structure and Firm Growth: International Evidence from Industry Data

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Presented Paper

Number of pages: 56 Posted: 16 Mar 2002

Working Paper Series

Natalia Utrero González

Universidad Carlos III de Madrid - Department of Business Administration

Downloads 888

42.

Control Values and Changes in Corporate Law in Brazil

EFMA 2002 London Meetings

Number of pages: 55 Posted: 10 Jan 2002

Working Paper Series

Tatiana Nenova

World Bank, South Asia

Downloads 845

43.

Evaluating Consumer Loans using Neural Networks

EFMA 2002 London Meetings

Number of pages: 39 Posted: 19 Jun 2002

Working Paper Series

Davinder K. Malhotra and Rashmi Malhotra

Philadelphia University and Saint Joseph's University

Downloads 842

44.

The Ex-Dividend Day Stock Price Behavior in the Chinese Stock Market

EFMA 2002 LONDON MEETINGS

Number of pages: 24 Posted: 15 Jun 2002

Working Paper Series

Nickolaos G. Travlos, Nikolaos T. Milonas, Jason Zezhong Xiao and Cunkai Tan

University of Surrey, University of Athens - Faculty of Economics, Cardiff Business School, Cardiff University and Cardiff University - Cardiff Business School

Downloads 807

45.

Survival, Look-Ahead Bias and the Performance of Hedge Funds

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper

Number of pages: 27 Posted: 21 Mar 2002

Working Paper Series

Guillermo Baquero, Jenke ter Horst and Marno Verbeek

ESMT European School of Management and Technology, TIAS School for Business and Society and Erasmus University - Rotterdam School of Management

Downloads 777

46.

Market Anomalies in the A.S.E: The Day of the Week Effect

EFMA 2002 London Meetings

Number of pages: 19 Posted: 19 Jun 2002

Working Paper Series

Katerina Lyroudi, Demetres Subeniotis and George Komisopoulos

University of Macedonia - Accounting and Finance, University of Macedonia and University of Macedonia

Downloads 775

47.

The Winners and Losers Effect: Evidence from the Istanbul Stock Exchange

EFMA 2002 London Meetings

Number of pages: 31 Posted: 11 Mar 2002

Working Paper Series

Recep Bildik and Guzhan Gulay

Borsa Istanbul (Istanbul Stock Exchange) and Istanbul Stock Exchange

Downloads 766

48.

Assessment and Analysis of Credit Risk with Using of Logical and Probabilistic Model

EFMA 2002 London Meetings

Number of pages: 15 Posted: 19 Jun 2002

Working Paper Series

Vassilij Karassev, Andrey Roukine and E.D. Solojentsev

Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering, Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering and Russian Academy of Sciences (RAS) - Intelligent Integrated Systems Laboratory

Downloads 764

49.

An Investigation of the Lead-Lag Relationship in Returns and Volatility between Cash and Stack Index Futures: The Case of Greece

EFMA 2002 London Meetings

Number of pages: 28 Posted: 20 Jun 2002

Working Paper Series

Ilias Visvikis, Panayotis Alexakis and Manolis G. Kavussanos

Independent, Athens Stock Exchange and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 758

50.

Option-Implied Risk Aversion Estimates: Robustness and Patterns

EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings, FRB Chicago Working Paper No. 2001-15

Number of pages: 40 Posted: 27 Feb 2002

Working Paper Series

Robert R. Bliss and Nikolaos Panigirtzoglou

Wake Forest University - Schools of Business and Queen Mary, University of London

Downloads 743

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